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We propose a holistic framework for constructing sensitivity measures for any elicitable functional $T$ of a response variable. The sensitivity measures, termed score-based sensitivities, are constructed via scoring functions that are…

Applications · Statistics 2023-02-03 Tobias Fissler , Silvana M. Pesenti

This study compares the performances of two sampling-based strategies for the simultaneous estimation of the first-and total-orders variance-based sensitivity indices (a.k.a Sobol' indices). The first strategy was introduced by [8] and is…

Applications · Statistics 2020-06-16 Ivano Azzini , Thierry Mara , Rossana Rosati

Describing dynamic medical systems using machine learning is a challenging topic with a wide range of applications. In this work, the possibility of modeling the blood glucose level of diabetic patients purely on the basis of measured data…

Machine Learning · Computer Science 2023-03-10 David Jödicke , Daniel Parra , Gabriel Kronberger , Stephan Winkler

Every computer model depends on numerical input parameters that are chosen according to mostly conservative but rigorous numerical or empirical estimates. These parameters could for example be the step size for time integrators, a seed for…

Computational Physics · Physics 2020-09-11 Matthias Frey , Andreas Adelmann

Drawing parallels with the way biological networks are studied, we adapt the treatment--control paradigm to explainable artificial intelligence research and enrich it through multi-parametric input alterations. In this study, we propose a…

Machine Learning · Statistics 2026-01-16 Pavel Kharyuk , Sergey Matveev , Ivan Oseledets

We propose an algorithm to actively estimate the parameters of a linear dynamical system. Given complete control over the system's input, our algorithm adaptively chooses the inputs to accelerate estimation. We show a finite time bound…

Machine Learning · Computer Science 2020-06-23 Andrew Wagenmaker , Kevin Jamieson

The robustness of signal temporal logic not only assesses whether a signal adheres to a specification but also provides a measure of how much a formula is fulfilled or violated. The calculation of robustness is based on evaluating the…

Robotics · Computer Science 2024-03-13 Yuanfei Lin , Haoxuan Li , Matthias Althoff

In this study, we develop a methodology for model reduction and selection informed by global sensitivity analysis (GSA) methods. We apply these techniques to a control model that takes systolic blood pressure and thoracic tissue pressure…

Quantitative Methods · Quantitative Biology 2021-05-17 E. Benjamin Randall , Nicholas Z. Randolph , Alen Alexanderian , Mette S. Olufsen

The global sensitivity analysis of time-dependent processes requires history-aware approaches. We develop for that purpose a variance-based method that leverages the correlation structure of the problems under study and employs surrogate…

Computation · Statistics 2019-11-05 Alen Alexanderian , Pierre A. Gremaud , Ralph C. Smith

Encoding a sequence of observations is an essential task with many applications. The encoding can become highly efficient when the observations are generated by a dynamical system. A dynamical system imposes regularities on the observations…

Machine Learning · Statistics 2018-05-29 Arash Mehrjou , Friedrich Solowjow , Sebastian Trimpe , Bernhard Schölkopf

The method of derivative based global sensitivity measures (DGSM) has recently become popular among practitioners. It has a strong link with the Morris screening method and Sobol' sensitivity indices and has several advantages over them.…

Statistics Theory · Mathematics 2023-12-05 Serge Kucherenko , Bertrand Iooss

We study the slow dynamics of salol by varying both temperature and pressure using photon correlation spectroscopy and pressure-volume-temperature measurements, and compare the behavior of the structural relaxation time with equations…

Soft Condensed Matter · Physics 2016-11-25 L. Comez , S. Corezzi , D. Fioretto , H. Kriegs , A. Best , W. Steffen

Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…

Condensed Matter · Physics 2009-11-07 Gregor Diezemann , Gerald Hinze , Hans Sillescu

Conditional diffusion models provide a natural framework for probabilistic prediction of dynamical systems and have been successfully applied to fluid dynamics and weather prediction. However, in many settings, the available information at…

For a sensor network, a tractable spatially-dependent node deployment model is presented with the property that the density is inversely proportional to the sink distance. A stochastic model is formulated to examine message advancements…

Probability · Mathematics 2015-03-13 H. Paul Keeler

In this paper an efficient model based diagnostic process is described for systems whose components possess a causal relation between their inputs and their outputs. In this diagnostic process, firstly, a set of focuses on likely broken…

Artificial Intelligence · Computer Science 2022-09-21 Nico Roos

Reliability-oriented sensitivity analysis methods have been developed for understanding the influence of model inputs relative to events which characterize the failure of a system (e.g., a threshold exceedance of the model output). In this…

Statistics Theory · Mathematics 2025-07-04 Marouane Il Idrissi , Vincent Chabridon , Bertrand Iooss

We show among other things how knowing Schauder or Sobolev-space estimates for the one-dimensional heat equation allows one to derive their multidimensional analogs for equations with coefficients depending only on time variable with the…

Analysis of PDEs · Mathematics 2017-06-07 N. V. Krylov , E. Priola

We observe $n$ inhomogeneous Poisson processes with covariates and aim at estimating their intensities. We assume that the intensity of each Poisson process is of the form $s (\cdot, x)$ where $x$ is the covariate and where $s$ is an…

Statistics Theory · Mathematics 2013-06-14 Mathieu Sart

In this paper we concentrate on an alternative modeling strategy for positive data that exhibit spatial or spatio-temporal dependence. Specifically we propose to consider stochastic processes obtained trough a monotone transformation of…

Methodology · Statistics 2020-04-08 M. Bevilacqua , C. Caamaño , C. Gaetan
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